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+# -*- coding: utf-8 -*-
+"""
+Exact solvers for the 1D Wasserstein distance using cvxopt
+"""
+
+# Author: Remi Flamary <remi.flamary@unice.fr>
+# Author: Nicolas Courty <ncourty@irisa.fr>
+#
+# License: MIT License
+
+import numpy as np
+import warnings
+
+from .emd_wrap import emd_1d_sorted
+from ..backend import get_backend
+from ..utils import list_to_array
+
+
+def quantile_function(qs, cws, xs):
+ r""" Computes the quantile function of an empirical distribution
+
+ Parameters
+ ----------
+ qs: array-like, shape (n,)
+ Quantiles at which the quantile function is evaluated
+ cws: array-like, shape (m, ...)
+ cumulative weights of the 1D empirical distribution, if batched, must be similar to xs
+ xs: array-like, shape (n, ...)
+ locations of the 1D empirical distribution, batched against the `xs.ndim - 1` first dimensions
+
+ Returns
+ -------
+ q: array-like, shape (..., n)
+ The quantiles of the distribution
+ """
+ nx = get_backend(qs, cws)
+ n = xs.shape[0]
+ if nx.__name__ == 'torch':
+ # this is to ensure the best performance for torch searchsorted
+ # and avoid a warninng related to non-contiguous arrays
+ cws = cws.T.contiguous()
+ qs = qs.T.contiguous()
+ else:
+ cws = cws.T
+ qs = qs.T
+ idx = nx.searchsorted(cws, qs).T
+ return nx.take_along_axis(xs, nx.clip(idx, 0, n - 1), axis=0)
+
+
+def wasserstein_1d(u_values, v_values, u_weights=None, v_weights=None, p=1, require_sort=True):
+ r"""
+ Computes the 1 dimensional OT loss [15] between two (batched) empirical
+ distributions
+
+ .. math:
+ OT_{loss} = \int_0^1 |cdf_u^{-1}(q) cdf_v^{-1}(q)|^p dq
+
+ It is formally the p-Wasserstein distance raised to the power p.
+ We do so in a vectorized way by first building the individual quantile functions then integrating them.
+
+ This function should be preferred to `emd_1d` whenever the backend is
+ different to numpy, and when gradients over
+ either sample positions or weights are required.
+
+ Parameters
+ ----------
+ u_values: array-like, shape (n, ...)
+ locations of the first empirical distribution
+ v_values: array-like, shape (m, ...)
+ locations of the second empirical distribution
+ u_weights: array-like, shape (n, ...), optional
+ weights of the first empirical distribution, if None then uniform weights are used
+ v_weights: array-like, shape (m, ...), optional
+ weights of the second empirical distribution, if None then uniform weights are used
+ p: int, optional
+ order of the ground metric used, should be at least 1 (see [2, Chap. 2], default is 1
+ require_sort: bool, optional
+ sort the distributions atoms locations, if False we will consider they have been sorted prior to being passed to
+ the function, default is True
+
+ Returns
+ -------
+ cost: float/array-like, shape (...)
+ the batched EMD
+
+ References
+ ----------
+ .. [15] Peyré, G., & Cuturi, M. (2018). Computational Optimal Transport.
+
+ """
+
+ assert p >= 1, "The OT loss is only valid for p>=1, {p} was given".format(p=p)
+
+ if u_weights is not None and v_weights is not None:
+ nx = get_backend(u_values, v_values, u_weights, v_weights)
+ else:
+ nx = get_backend(u_values, v_values)
+
+ n = u_values.shape[0]
+ m = v_values.shape[0]
+
+ if u_weights is None:
+ u_weights = nx.full(u_values.shape, 1. / n)
+ elif u_weights.ndim != u_values.ndim:
+ u_weights = nx.repeat(u_weights[..., None], u_values.shape[-1], -1)
+ if v_weights is None:
+ v_weights = nx.full(v_values.shape, 1. / m)
+ elif v_weights.ndim != v_values.ndim:
+ v_weights = nx.repeat(v_weights[..., None], v_values.shape[-1], -1)
+
+ if require_sort:
+ u_sorter = nx.argsort(u_values, 0)
+ u_values = nx.take_along_axis(u_values, u_sorter, 0)
+
+ v_sorter = nx.argsort(v_values, 0)
+ v_values = nx.take_along_axis(v_values, v_sorter, 0)
+
+ u_weights = nx.take_along_axis(u_weights, u_sorter, 0)
+ v_weights = nx.take_along_axis(v_weights, v_sorter, 0)
+
+ u_cumweights = nx.cumsum(u_weights, 0)
+ v_cumweights = nx.cumsum(v_weights, 0)
+
+ qs = nx.sort(nx.concatenate((u_cumweights, v_cumweights), 0), 0)
+ u_quantiles = quantile_function(qs, u_cumweights, u_values)
+ v_quantiles = quantile_function(qs, v_cumweights, v_values)
+ qs = nx.zero_pad(qs, pad_width=[(1, 0)] + (qs.ndim - 1) * [(0, 0)])
+ delta = qs[1:, ...] - qs[:-1, ...]
+ diff_quantiles = nx.abs(u_quantiles - v_quantiles)
+
+ if p == 1:
+ return nx.sum(delta * nx.abs(diff_quantiles), axis=0)
+ return nx.sum(delta * nx.power(diff_quantiles, p), axis=0)
+
+
+def emd_1d(x_a, x_b, a=None, b=None, metric='sqeuclidean', p=1., dense=True,
+ log=False):
+ r"""Solves the Earth Movers distance problem between 1d measures and returns
+ the OT matrix
+
+
+ .. math::
+ \gamma = arg\min_\gamma \sum_i \sum_j \gamma_{ij} d(x_a[i], x_b[j])
+
+ s.t. \gamma 1 = a,
+ \gamma^T 1= b,
+ \gamma\geq 0
+ where :
+
+ - d is the metric
+ - x_a and x_b are the samples
+ - a and b are the sample weights
+
+ When 'minkowski' is used as a metric, :math:`d(x, y) = |x - y|^p`.
+
+ Uses the algorithm detailed in [1]_
+
+ Parameters
+ ----------
+ x_a : (ns,) or (ns, 1) ndarray, float64
+ Source dirac locations (on the real line)
+ x_b : (nt,) or (ns, 1) ndarray, float64
+ Target dirac locations (on the real line)
+ a : (ns,) ndarray, float64, optional
+ Source histogram (default is uniform weight)
+ b : (nt,) ndarray, float64, optional
+ Target histogram (default is uniform weight)
+ metric: str, optional (default='sqeuclidean')
+ Metric to be used. Only strings listed in :func:`ot.dist` are accepted.
+ Due to implementation details, this function runs faster when
+ `'sqeuclidean'`, `'cityblock'`, or `'euclidean'` metrics are used.
+ p: float, optional (default=1.0)
+ The p-norm to apply for if metric='minkowski'
+ dense: boolean, optional (default=True)
+ If True, returns math:`\gamma` as a dense ndarray of shape (ns, nt).
+ Otherwise returns a sparse representation using scipy's `coo_matrix`
+ format. Due to implementation details, this function runs faster when
+ `'sqeuclidean'`, `'minkowski'`, `'cityblock'`, or `'euclidean'` metrics
+ are used.
+ log: boolean, optional (default=False)
+ If True, returns a dictionary containing the cost.
+ Otherwise returns only the optimal transportation matrix.
+
+ Returns
+ -------
+ gamma: (ns, nt) ndarray
+ Optimal transportation matrix for the given parameters
+ log: dict
+ If input log is True, a dictionary containing the cost
+
+
+ Examples
+ --------
+
+ Simple example with obvious solution. The function emd_1d accepts lists and
+ performs automatic conversion to numpy arrays
+
+ >>> import ot
+ >>> a=[.5, .5]
+ >>> b=[.5, .5]
+ >>> x_a = [2., 0.]
+ >>> x_b = [0., 3.]
+ >>> ot.emd_1d(x_a, x_b, a, b)
+ array([[0. , 0.5],
+ [0.5, 0. ]])
+ >>> ot.emd_1d(x_a, x_b)
+ array([[0. , 0.5],
+ [0.5, 0. ]])
+
+ References
+ ----------
+
+ .. [1] Peyré, G., & Cuturi, M. (2017). "Computational Optimal
+ Transport", 2018.
+
+ See Also
+ --------
+ ot.lp.emd : EMD for multidimensional distributions
+ ot.lp.emd2_1d : EMD for 1d distributions (returns cost instead of the
+ transportation matrix)
+ """
+ a, b, x_a, x_b = list_to_array(a, b, x_a, x_b)
+ nx = get_backend(x_a, x_b)
+
+ assert (x_a.ndim == 1 or x_a.ndim == 2 and x_a.shape[1] == 1), \
+ "emd_1d should only be used with monodimensional data"
+ assert (x_b.ndim == 1 or x_b.ndim == 2 and x_b.shape[1] == 1), \
+ "emd_1d should only be used with monodimensional data"
+
+ # if empty array given then use uniform distributions
+ if a is None or a.ndim == 0 or len(a) == 0:
+ a = nx.ones((x_a.shape[0],), type_as=x_a) / x_a.shape[0]
+ if b is None or b.ndim == 0 or len(b) == 0:
+ b = nx.ones((x_b.shape[0],), type_as=x_b) / x_b.shape[0]
+
+ # ensure that same mass
+ np.testing.assert_almost_equal(
+ nx.to_numpy(nx.sum(a, axis=0)),
+ nx.to_numpy(nx.sum(b, axis=0)),
+ err_msg='a and b vector must have the same sum'
+ )
+ b = b * nx.sum(a) / nx.sum(b)
+
+ x_a_1d = nx.reshape(x_a, (-1,))
+ x_b_1d = nx.reshape(x_b, (-1,))
+ perm_a = nx.argsort(x_a_1d)
+ perm_b = nx.argsort(x_b_1d)
+
+ G_sorted, indices, cost = emd_1d_sorted(
+ nx.to_numpy(a[perm_a]).astype(np.float64),
+ nx.to_numpy(b[perm_b]).astype(np.float64),
+ nx.to_numpy(x_a_1d[perm_a]).astype(np.float64),
+ nx.to_numpy(x_b_1d[perm_b]).astype(np.float64),
+ metric=metric, p=p
+ )
+
+ G = nx.coo_matrix(
+ G_sorted,
+ perm_a[indices[:, 0]],
+ perm_b[indices[:, 1]],
+ shape=(a.shape[0], b.shape[0]),
+ type_as=x_a
+ )
+ if dense:
+ G = nx.todense(G)
+ elif str(nx) == "jax":
+ warnings.warn("JAX does not support sparse matrices, converting to dense")
+ if log:
+ log = {'cost': nx.from_numpy(cost, type_as=x_a)}
+ return G, log
+ return G
+
+
+def emd2_1d(x_a, x_b, a=None, b=None, metric='sqeuclidean', p=1., dense=True,
+ log=False):
+ r"""Solves the Earth Movers distance problem between 1d measures and returns
+ the loss
+
+
+ .. math::
+ \gamma = arg\min_\gamma \sum_i \sum_j \gamma_{ij} d(x_a[i], x_b[j])
+
+ s.t. \gamma 1 = a,
+ \gamma^T 1= b,
+ \gamma\geq 0
+ where :
+
+ - d is the metric
+ - x_a and x_b are the samples
+ - a and b are the sample weights
+
+ When 'minkowski' is used as a metric, :math:`d(x, y) = |x - y|^p`.
+
+ Uses the algorithm detailed in [1]_
+
+ Parameters
+ ----------
+ x_a : (ns,) or (ns, 1) ndarray, float64
+ Source dirac locations (on the real line)
+ x_b : (nt,) or (ns, 1) ndarray, float64
+ Target dirac locations (on the real line)
+ a : (ns,) ndarray, float64, optional
+ Source histogram (default is uniform weight)
+ b : (nt,) ndarray, float64, optional
+ Target histogram (default is uniform weight)
+ metric: str, optional (default='sqeuclidean')
+ Metric to be used. Only strings listed in :func:`ot.dist` are accepted.
+ Due to implementation details, this function runs faster when
+ `'sqeuclidean'`, `'minkowski'`, `'cityblock'`, or `'euclidean'` metrics
+ are used.
+ p: float, optional (default=1.0)
+ The p-norm to apply for if metric='minkowski'
+ dense: boolean, optional (default=True)
+ If True, returns math:`\gamma` as a dense ndarray of shape (ns, nt).
+ Otherwise returns a sparse representation using scipy's `coo_matrix`
+ format. Only used if log is set to True. Due to implementation details,
+ this function runs faster when dense is set to False.
+ log: boolean, optional (default=False)
+ If True, returns a dictionary containing the transportation matrix.
+ Otherwise returns only the loss.
+
+ Returns
+ -------
+ loss: float
+ Cost associated to the optimal transportation
+ log: dict
+ If input log is True, a dictionary containing the Optimal transportation
+ matrix for the given parameters
+
+
+ Examples
+ --------
+
+ Simple example with obvious solution. The function emd2_1d accepts lists and
+ performs automatic conversion to numpy arrays
+
+ >>> import ot
+ >>> a=[.5, .5]
+ >>> b=[.5, .5]
+ >>> x_a = [2., 0.]
+ >>> x_b = [0., 3.]
+ >>> ot.emd2_1d(x_a, x_b, a, b)
+ 0.5
+ >>> ot.emd2_1d(x_a, x_b)
+ 0.5
+
+ References
+ ----------
+
+ .. [1] Peyré, G., & Cuturi, M. (2017). "Computational Optimal
+ Transport", 2018.
+
+ See Also
+ --------
+ ot.lp.emd2 : EMD for multidimensional distributions
+ ot.lp.emd_1d : EMD for 1d distributions (returns the transportation matrix
+ instead of the cost)
+ """
+ # If we do not return G (log==False), then we should not to cast it to dense
+ # (useless overhead)
+ G, log_emd = emd_1d(x_a=x_a, x_b=x_b, a=a, b=b, metric=metric, p=p,
+ dense=dense and log, log=True)
+ cost = log_emd['cost']
+ if log:
+ log_emd = {'G': G}
+ return cost, log_emd
+ return cost